Browsing Working Papers (Economics) by Subject "Autoregressive distributed lag (ARDL)"

Browsing Working Papers (Economics) by Subject "Autoregressive distributed lag (ARDL)"

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  • Market microstructure approach to the exchange rate determination puzzle 
    Gupta, Rangan; Van Eyden, Renee; Mokoena, Thabo Mishack (University of Pretoria, Department of Economics, 2008-06)
    The market microstructure approach has been applied to the three major puzzles of exchange rate economics: the forward bias puzzle, the excess volatility puzzle, and the exchange rate determination puzzle. It claims that ...
  • Nonlinear tax elasticities and their implications for the structural balance 
    Jooste, Charl; Naraidoo, Ruthira (University of Pretoria, Department of Economics, 2010-10)
    Research on tax elasticities in South Africa mainly employs linear models and shows that taxes evolve symmetrically irrespective of the economic cycle. This study extends this research to show that taxes behave asymmetrically ...